-13.5%
WDAY vs OKE
+43.1%
-56.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.6% | +5.6% | +1.7% |
| 7D | -1.2% | -5.2% | +4.0% | -1.6% |
| 30D | +6.8% | +1.1% | +5.7% | +6.8% |
| 3M | +17.8% | +2.2% | +15.6% | +17.8% |
| 6M | +57.8% | 0.0% | +57.8% | +58.5% |
| YTD | -6.0% | +26.5% | -32.6% | -3.4% |
| 1Y | -13.5% | +44.6% | -58.2% | -13.8% |
| All | -13.5% | +43.1% | -56.7% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling